Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 0.526959 0.589146 0.658619 0.742551 0.841962 0.956910 1.101287
2025-01-12 0.448954 0.525523 0.616830 0.735397 0.887801 1.080734 1.349574
2025-01-19 0.385074 0.465440 0.565820 0.703263 0.891292 1.147093 1.535841
2025-01-26 0.352071 0.437838 0.549523 0.710121 0.943274 1.283860 1.850092
2025-02-02 0.326560 0.416099 0.536967 0.718468 0.996612 1.431117 2.220468
2025-02-09 0.301098 0.391225 0.516495 0.711493 1.024390 1.542842 2.564474
2025-02-16 0.282851 0.374255 0.504834 0.715201 1.068286 1.689075 3.021441
2025-02-23 0.260140 0.348728 0.477822 0.691116 1.061390 1.742800 3.308702
2025-03-02 0.238779 0.323433 0.448767 0.660126 1.037347 1.758632 3.517253
2025-03-09 0.228416 0.313604 0.442380 0.665507 1.078876 1.912083 4.122853
2025-03-16 0.223416 0.311371 0.447454 0.690599 1.160921 2.170333 5.146737
2025-03-23 0.216085 0.304909 0.445017 0.701935 1.217729 2.388101 6.196381
2025-03-30 0.207855 0.296801 0.439744 0.708595 1.268705 2.614152 7.482225
2025-04-06 0.198298 0.285904 0.428863 0.703453 1.293645 2.782945 8.717411
2025-04-13 0.185549 0.269060 0.406580 0.674075 1.260017 2.784408 9.248450
2025-04-20 0.179750 0.263279 0.403044 0.681056 1.311130 3.044786 11.328582
2025-04-27 0.174581 0.258199 0.400300 0.689239 1.366738 3.341263 14.090703
2025-05-04 0.167693 0.249807 0.390978 0.682828 1.385212 3.526864 16.524930
2025-05-11 0.162712 0.244378 0.386648 0.686434 1.430173 3.823677 20.499889
2025-05-18 0.154584 0.233110 0.370805 0.663723 1.401633 3.843191 22.174769
2025-05-25 0.146128 0.220918 0.352605 0.634431 1.351353 3.766222 22.820034
2025-06-01 0.142596 0.217173 0.350071 0.639544 1.397453 4.091361 28.961633
2025-06-08 0.141531 0.217688 0.355607 0.663299 1.501642 4.718889 42.746949